Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.017343 0.019658 0.022189 0.025162 0.028565 0.032344 0.036863
2024-10-13 0.013146 0.016149 0.019722 0.024300 0.030032 0.036997 0.046144
2024-10-20 0.011009 0.014263 0.018359 0.023921 0.031320 0.040885 0.054283
2024-10-27 0.009311 0.012587 0.016901 0.023041 0.031622 0.043291 0.060528
2024-11-03 0.008596 0.012066 0.016825 0.023888 0.034209 0.048901 0.071685
2024-11-10 0.007959 0.011552 0.016658 0.024527 0.036493 0.054244 0.083014
2024-11-17 0.007413 0.011090 0.016489 0.025097 0.038676 0.059602 0.094932
2024-11-24 0.006730 0.010344 0.015804 0.024783 0.039420 0.062765 0.103668
2024-12-01 0.006166 0.009716 0.015228 0.024554 0.040233 0.066065 0.112941
2024-12-08 0.005683 0.009167 0.014715 0.024356 0.041047 0.069400 0.122600
2024-12-15 0.005416 0.008940 0.014693 0.024960 0.043255 0.075297 0.137462
2024-12-22 0.005035 0.008486 0.014247 0.024783 0.044059 0.078780 0.148246
2024-12-29 0.004852 0.008362 0.014366 0.025634 0.046846 0.086229 0.167706
2025-01-05 0.004402 0.007734 0.013553 0.024725 0.046284 0.087387 0.174956
2025-01-12 0.004080 0.007304 0.013054 0.024340 0.046662 0.090352 0.186195
2025-01-19 0.003719 0.006774 0.012323 0.023444 0.045938 0.091045 0.192712
2025-01-26 0.003625 0.006731 0.012493 0.024307 0.048816 0.099323 0.216699
2025-02-02 0.003510 0.006637 0.012556 0.024958 0.051317 0.107080 0.240544
2025-02-09 0.003394 0.006531 0.012584 0.025538 0.053725 0.114890 0.265556
2025-02-16 0.003187 0.006229 0.012199 0.025218 0.054147 0.118372 0.280722
2025-02-23 0.003006 0.005964 0.011869 0.024985 0.054733 0.122275 0.297426
2025-03-02 0.002842 0.005723 0.011568 0.024784 0.055369 0.126352 0.315109
2025-03-09 0.002767 0.005661 0.011633 0.025399 0.057949 0.135298 0.346624